The uniqueness of the Wiener–Hopf factorisation of Lévy processes and random walks

We prove that the spatial Wiener–Hopf factorisation of a Lévy process or random walk without killing is unique.

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Bibliographic Details
Published in:The Bulletin of the London Mathematical Society 2024-09, Vol.56 (9), p.2951-2968
Main Authors: Döring, Leif, Savov, Mladen, Trottner, Lukas, Watson, Alexander R.
Format: Article
Language:English
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Description
Summary:We prove that the spatial Wiener–Hopf factorisation of a Lévy process or random walk without killing is unique.
ISSN:0024-6093
1469-2120
DOI:10.1112/blms.13112